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HyperbolicDist (version 0.6-5)

The Hyperbolic Distribution

Description

Maintenance has been discontinued for this package. It has been superseded by 'GeneralizedHyperbolic'. 'GeneralizedHyperbolic' includes all the functionality of 'HyperbolicDist' and more and is based on a more rational design. 'HyperbolicDist' provides functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, including fitting of the hyperbolic to data.

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Version

Install

install.packages('HyperbolicDist')

Monthly Downloads

352

Version

0.6-5

License

GPL (>= 2)

Maintainer

Last Published

November 26th, 2023

Functions in HyperbolicDist (0.6-5)

Specific Generalized Hyperbolic Moments and Mode

Moments and Mode of the Generalized Hyperbolic Distribution
gigCalcRange

Range of a Generalized Inverse Gaussian Distribution
gigCheckPars

Check Parameters of the Generalized Inverse Gaussian Distribution
gigChangePars

Change Parameterizations of the Generalized Inverse Gaussian Distribution
ghypMom

Calculate Moments of the Generalized Hyperbolic Distribution
gigMom

Calculate Moments of the Generalized Inverse Gaussian Distribution
hyperbCalcRange

Range of a Hyperbolic Distribution
Specific Generalized Inverse Gaussian Moments and Mode

Moments and Mode of the Generalized Inverse Gaussian Distribution
hyperbChangePars

Change Parameterizations of the Hyperbolic Distribution
hyperbCvMTest

Cramer-von~Mises Test of a Hyperbolic Distribution
hyperbFitStart

Find Starting Values for Fitting a Hyperbolic Distribution
hyperbFit

Fit the Hyperbolic Distribution to Data
is.wholenumber

Is Object Numeric and Whole Numbers
hyperbWSqTable

Percentage Points for the Cramer-von Mises Test of the Hyperbolic Distribution
Specific Hyperbolic Distribution Moments and Mode

Moments and Mode of the Hyperbolic Distribution
logHist

Plot Log-Histogram
Sample Moments

Sample Skewness and Kurtosis
momRecursion

Computes the moment coefficients recursively for generalized hyperbolic and related distributions
summary.hyperbFit

Summarizing Hyperbolic Distribution Fit
GeneralizedHyperbolicPlots

Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plots
HyperbPlots

Hyperbolic Quantile-Quantile and Percent-Percent Plots
GIGPlots

Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plots
SkewLaplacePlots

Skew-Laplace Quantile-Quantile and Percent-Percent Plots
momIntegrated

Moments Using Integration
resistors

Resistance of One-half-ohm Resistors
mamquam

Size of Gravels from Mamquam River
momChangeAbout

Obtain Moments About a New Location
safeIntegrate

Safe Integration of One-Dimensional Functions
ghypCalcRange

Range of a Generalized Hyperbolic Distribution
SkewLaplace

Skew-Laplace Distribution
GeneralizedHyperbolic

Generalized Hyperbolic Distribution
HyperbolicDistribution

The Package `HyperbolicDist': Summary Information
Hyperbolic

Hyperbolic Distribution
Bessel K Ratio

Ratio of Bessel K Functions
ghypChangePars

Change Parameterizations of the Generalized Hyperbolic Distribution
Functions for Moments

Functions for Calculating Moments
SandP500

S&P 500
Generalized Inverse Gaussian

Generalized Inverse Gaussian Distribution